Persona
Zannini Ugo
Lecturer
Lecturer
Altro personale docente
Curriculum Vitae
2019-21 – Professor of “International Financial Economics”, master’s level, Department of Business and Management, LUISS Guido Carli.
2017-21 – Professor of “Corporate Finance”, bachelor’s level, Department of Economics and Finance, LUISS Guido Carli.
2018-19 – Teaching Assistant for “Game Theory” course, tenure Prof. Eloisa Campioni, at the Department of Economics, University of Rome “Tor Vergata”.
2016-17 – Teaching Assistant for “Economia Industriale” (Industrial Organization) course, tenure Prof. Bruno Chiarini, at the Department of Economics, University of Rome “Tor Vergata”.
2014-15 & 2015-16 – Teaching Assistant for “Microeconomics for Business” course, tenure Prof. Eloisa Campioni, at the Department of Economics, University of Rome “Tor Vergata”.
2013-14 – Teaching Assistant for “Games and Strategies” course, tenure Prof. Liliane Giardino-Karlinger, at the Department of Economics and Finance, LUISS Guido Carli.
2012-13 – Teaching Assistant for “Industrial Organization and Competition Theory” course, tenure Prof. Federico Boffa, at the Department of Economics and Finance, LUISS Guido Carli.
Work experience
2019-20 Research Fellow (Assegnista di Ricerca) at the “Arcelli” Center for Monetary and Financial Studies (CASMEF).
2018-19 – Research Fellow (Assegnista di Ricerca) in the Department of Economics and Finance at the University of Rome “Tor Vergata”.
2016 & 2017 – Research Fellow (Assegnista di Ricerca) in the Department of Economics and Finance at LUISS Guido Carli University.
2016 & 2017 – Regulated-market analyst at the “Arcelli” Center for Monetary and Financial Studies (CASMEF).
2011-12 & 2012-13 – Tutor at the Department of Economics and Finance, LUISS Guido Carli.
2006 – Three-months training at EurizonVita p.l.c. in the “Financial-administrative governance” division for the implementation of the Sarbanes - Oxley Act.
Education
2016 – Ph.D. in “Money and Finance” with the thesis “Asset reallocation in monetary economies”, under the supervision of Prof. Leo Ferraris, at the University of Rome “Tor Vergata”.
2010 – Master’s degree in “Economics and Finance”, 110/110 cum laude with the thesis “On central bank’s independence”, course of “Macroeconomic analysis of monetary and financial markets”, at LUISS Guido Carli.
2007 – Bachelor degree in “Economics, financial markets and intermediaries”, 110/110 cum laude with the thesis "The Black-Litterman model", course of "Mathematical theory of financial portfolio" at LUISS Guido Carli.
Working Papers
“Liquidity Provision with OTC market”, with Vittorio Larocca
In this paper we study an economy à la Diamond and Dybvig (1983) in which asset reallocation after the liquidity shock takes place in an over-the-counter market with bilateral meetings and bargaining. We derive the necessary conditions for the existence of a symmetric risk-sharing equilibrium. The latter exists only if, for a given impatient type’s bargaining power, the patient type’s matching probability belongs a determined set. For the class of exponential utility functions, by way of numerical example, we show that the OTC market does not improve on the autarkic allocation, as the competitive market, because deviation is profitable for any candidate equilibrium.
“Outside Fiat Money in the Euro Area”.
In this paper we search for outside fiat money in the eurozone. Despite its frequent use in monetary models, outside fiat money is only metal money (coins), and not also banknotes and central bank reserves, which are backed by private credit. In the Euro Area, outside fiat money is 0.25% of M2 and GDP. We also discuss the literature containing some implications of this monetary architecture.
2017-21 – Professor of “Corporate Finance”, bachelor’s level, Department of Economics and Finance, LUISS Guido Carli.
2018-19 – Teaching Assistant for “Game Theory” course, tenure Prof. Eloisa Campioni, at the Department of Economics, University of Rome “Tor Vergata”.
2016-17 – Teaching Assistant for “Economia Industriale” (Industrial Organization) course, tenure Prof. Bruno Chiarini, at the Department of Economics, University of Rome “Tor Vergata”.
2014-15 & 2015-16 – Teaching Assistant for “Microeconomics for Business” course, tenure Prof. Eloisa Campioni, at the Department of Economics, University of Rome “Tor Vergata”.
2013-14 – Teaching Assistant for “Games and Strategies” course, tenure Prof. Liliane Giardino-Karlinger, at the Department of Economics and Finance, LUISS Guido Carli.
2012-13 – Teaching Assistant for “Industrial Organization and Competition Theory” course, tenure Prof. Federico Boffa, at the Department of Economics and Finance, LUISS Guido Carli.
Work experience
2019-20 Research Fellow (Assegnista di Ricerca) at the “Arcelli” Center for Monetary and Financial Studies (CASMEF).
2018-19 – Research Fellow (Assegnista di Ricerca) in the Department of Economics and Finance at the University of Rome “Tor Vergata”.
2016 & 2017 – Research Fellow (Assegnista di Ricerca) in the Department of Economics and Finance at LUISS Guido Carli University.
2016 & 2017 – Regulated-market analyst at the “Arcelli” Center for Monetary and Financial Studies (CASMEF).
2011-12 & 2012-13 – Tutor at the Department of Economics and Finance, LUISS Guido Carli.
2006 – Three-months training at EurizonVita p.l.c. in the “Financial-administrative governance” division for the implementation of the Sarbanes - Oxley Act.
Education
2016 – Ph.D. in “Money and Finance” with the thesis “Asset reallocation in monetary economies”, under the supervision of Prof. Leo Ferraris, at the University of Rome “Tor Vergata”.
2010 – Master’s degree in “Economics and Finance”, 110/110 cum laude with the thesis “On central bank’s independence”, course of “Macroeconomic analysis of monetary and financial markets”, at LUISS Guido Carli.
2007 – Bachelor degree in “Economics, financial markets and intermediaries”, 110/110 cum laude with the thesis "The Black-Litterman model", course of "Mathematical theory of financial portfolio" at LUISS Guido Carli.
Working Papers
“Liquidity Provision with OTC market”, with Vittorio Larocca
In this paper we study an economy à la Diamond and Dybvig (1983) in which asset reallocation after the liquidity shock takes place in an over-the-counter market with bilateral meetings and bargaining. We derive the necessary conditions for the existence of a symmetric risk-sharing equilibrium. The latter exists only if, for a given impatient type’s bargaining power, the patient type’s matching probability belongs a determined set. For the class of exponential utility functions, by way of numerical example, we show that the OTC market does not improve on the autarkic allocation, as the competitive market, because deviation is profitable for any candidate equilibrium.
“Outside Fiat Money in the Euro Area”.
In this paper we search for outside fiat money in the eurozone. Despite its frequent use in monetary models, outside fiat money is only metal money (coins), and not also banknotes and central bank reserves, which are backed by private credit. In the Euro Area, outside fiat money is 0.25% of M2 and GDP. We also discuss the literature containing some implications of this monetary architecture.
Insegnamenti Offerta Formativa Corrente
T079 - FINANCIAL MARKETS AND INSTITUTIONS
Primo Semestre (11/09/2023 - 02/12/2023)
- 2023
Obbligatorio
Laurea
8 CFU
60 ore
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